Provides real-world case studies and data sets that connect quantitative finance theory to industry practice
Profiles notable figures in investment and quantitative studies, illustrating the contextual history of the discipline
Incorporates dirty data and statistical models using R programming, preparing readers to seamlessly enter the industry
Includes supplementary material: sn.pub/extras
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Table of contents (9 chapters)
About this book
This book provides readers with a systematic approach to quantitative investments and bridges the gap between theory and practice, equipping students to more seamlessly enter the world of industry. A successful quantitative investment strategy requires an individual to possess a deep understanding of the financial markets, investment theories and econometric modelings, as well as the ability to program and analyze real-world data sets.In order to connect finance theories and practical industry experience, each chapter begins with a real-world finance case study. The rest of the chapter introduces fundamental insights and theories, and teaches readers to use statistical models and R programming to analyze real-world data, therefore grounding the learning process in application. Additionally, each chapter profiles significant figures in investment and quantitative studies, so that readers can more fully understand the history of the discipline.
This volume will be particularly useful to advanced students and practitioners in finance and investments.
- industry approach
- real-world data
- quantitative finance
Authors and Affiliations
University of Illinois at Chicago, Chicago, USA
About the author
Dr. Lingjie Ma has 15 years of experience developing global multi-asset investment strategies. He has worked as both a head of research and as a portfolio manager in the investment industry, overseeing full-spectrum investment process and business management. He joined the University of Illinois at Chicago in 2016 as a clinical associate professor in finance. Dr. Ma is a frequent public speaker on quantitative investing and quantamental strategies.
Book Title: Quantitative Investing
Book Subtitle: From Theory to Industry
Authors: Lingjie Ma
Publisher: Springer Cham
Copyright Information: Springer Nature Switzerland AG 2020
Hardcover ISBN: 978-3-030-47201-6Published: 08 September 2020
Softcover ISBN: 978-3-030-47204-7Published: 09 September 2021
eBook ISBN: 978-3-030-47202-3Published: 07 September 2020
Edition Number: 1
Number of Pages: XVII, 455
Number of Illustrations: 35 b/w illustrations, 110 illustrations in colour